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ZKB Call Warrant auf
Georg Fischer AG

ISIN: CH1281050232 Security: 128105023 Symbol: GF06UZ Life cycle
Secondary market

Bid Price 0.055

Ask Price 0.065

Currency CHF

Exchange SIX Structured Products

Volume 850'000.00

Volume 425'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.12.2023
Key Information Document DE 08.12.2023
Key Information Document EN 08.12.2023
Key Information Document FR 08.12.2023
Key Information Document IT 08.12.2023

Price data

  Bid Ask
Price 0.055 0.065
Volume 850'000.00 425'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.065
Change -27.78% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date15.12.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -50.00%
Year to date (YTD) -61.76%
1 month -40.91%
3 months -70.45%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.12
Underlying price on issue58.23
Premium0.06%
Premium p.a.0.79%
Leverage26.29
Implied volatility0.24

Reference data

ISIN CH1281050232
Symbol GF06UZ
Security 128105023
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Georg Fischer N, CH1169151003
Underlying ISIN CH1169151003
Strike 68.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 08.12.2023

Key figures

Premium 6.03%
Premium p.a. 78.58%
Leverage 107.83
Implied volatility 24.07%
Moneyness out-of-the-money
Leverage 26.2933
Delta 0.2438
Gamma 0.0073
Theta -0.0025
Rho 0.0012
Vega 0.0056
Fair value 0.06
Intrinsic value n.a.
Break-even 68.60
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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